| 398 |
NoBidDescriptors
|
N |
Used if BidType="Non Disclosed"
|
| → |
399 |
BidDescriptorType
|
N |
Required if NoBidDescriptors > 0. Must be first field in repeating group.
|
| → |
400 |
BidDescriptor
|
N |
|
| → |
401 |
SideValueInd
|
N |
Refers to the SideValue1 or SideValue2. These are used as opposed to Buy or Sell so that the basket can be quoted either way as Buy
or Sell.
|
| → |
404 |
LiquidityValue
|
N |
Value between LiquidityPctLow and LiquidityPctHigh in Currency
|
| → |
441 |
LiquidityNumSecurities
|
N |
Number of Securites between LiquidityPctLow and LiquidityPctHigh in Currency
|
| → |
402 |
LiquidityPctLow
|
N |
Liquidity indicator or lower limit if LiquidityNumSecurities > 1
|
| → |
403 |
LiquidityPctHigh
|
N |
Upper liquidity indicator if LiquidityNumSecurities > 1
|
| → |
405 |
EFPTrackingError
|
N |
Eg Used in EFP (Exchange For Physical) trades 12%
|
| → |
406 |
FairValue
|
N |
Used in EFP trades
|
| → |
407 |
OutsideIndexPct
|
N |
Used in EFP trades
|
| → |
408 |
ValueOfFutures
|
N |
Used in EFP trades
|
